+70.4%
QCOM vs MTUM
+116.3%
-45.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +4.4% | +4.1% | +0.2% | -0.3% |
| 30D | +9.4% | +0.6% | +8.7% | +8.3% |
| 3M | -13.7% | -0.6% | -13.0% | -13.4% |
| 6M | +28.9% | +25.3% | +3.5% | +1.1% |
| YTD | +4.7% | +23.8% | -19.1% | -17.2% |
| 1Y | +13.5% | +25.4% | -11.9% | -11.5% |
| All | +70.4% | +116.3% | -45.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling